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ISIN
US00143M5397
CUSIP
00143M539
Issuer
Invesco
Inception Date
Jun 21, 1999
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

VSCAX Performance Chart

Invesco Small Cap Value Fund (VSCAX) is up 31.9% since the beginning of the year. VSCAX is currently trading at $33 per share. Investors who bought $1,000 worth of VSCAX shares 5 years ago would now be looking at an investment worth $2,444.


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S&P 500 Index

Returns By Period

Invesco Small Cap Value Fund (VSCAX) has returned 31.88% so far this year and 62.13% over the past 12 months.


Invesco Small Cap Value Fund

1D
0.88%
1M
5.10%
YTD
31.88%
6M
32.27%
1Y
62.13%
3Y*
33.24%
5Y*
19.57%
10Y*
17.61%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSCAX Monthly Returns History

Based on dividend-adjusted daily data since Jun 21, 1999, VSCAX's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +21.2%, while the worst month was Mar 2020 at -32.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VSCAX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.7%, while the worst single day was Mar 16, 2020 at -15.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.23%7.56%-7.40%11.62%2.93%4.54%31.88%
20254.30%-4.40%-5.63%-5.38%5.26%6.90%1.91%5.04%2.74%-0.85%4.21%3.41%17.70%
2024-1.33%4.89%8.28%-3.08%5.85%-2.40%5.05%-0.38%1.72%-0.04%10.72%-5.79%24.54%
20238.81%-1.59%-6.89%0.12%-3.75%11.69%6.98%-0.35%-3.98%-5.87%8.13%9.87%22.84%
2022-0.44%6.29%2.83%-8.06%4.25%-12.06%8.25%-1.97%-10.58%16.40%6.40%-3.22%4.31%
20210.38%14.60%7.03%6.93%3.69%-3.01%-3.58%0.20%1.53%3.89%-4.68%6.00%36.34%

Benchmark Metrics

Invesco Small Cap Value Fund has an annualized alpha of 18.67%, beta of 1.34, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since June 22, 1999.

  • This fund captured 163.44% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -57.78%) - a profile typical of hedging or uncorrelated assets.
  • This fund generated an annualized alpha of 18.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
18.67%
Beta
1.34
0.59
Upside Capture
163.44%
Downside Capture
-57.78%

Expense Ratio

VSCAX has a high expense ratio of 1.12%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

VSCAX ranks 89 for risk / return — in the top 89% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VSCAX Risk / Return Rank: 8989
Overall Rank
VSCAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VSCAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VSCAX Omega Ratio Rank: 8080
Omega Ratio Rank
VSCAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VSCAX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and compare them to S&P 500 Index.


VSCAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

5.56

Martin ratioReturn relative to average drawdown

19.69

Dividends

Dividend History

Invesco Small Cap Value Fund provided a 6.99% dividend yield over the last twelve months, with an annual payout of $2.33 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.33$2.33$1.86$1.00$1.76$3.10$0.05$0.36$3.17$3.16$0.32$1.79

Dividend yield

6.99%9.22%7.90%4.93%10.12%16.90%0.30%2.53%28.45%16.65%1.71%11.08%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.33$2.33
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.86$1.86
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.76$1.76
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.10$3.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Small Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Small Cap Value Fund was 57.77%, occurring on Mar 23, 2020. Recovery took 186 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-57.77%Mar 2020
2y 1mo8mo 27d
2y 10moJan 2018 - Dec 2020
Financial crisis2007–2009
-54.77%Mar 2009
1y 7mo1y 8mo
3y 4moJul 2007 - Dec 2010
2011 bear market2011
-33.06%Oct 2011
5mo 4d4mo 17d
9mo 21dMay 2011 - Feb 2012
Dot-com crash2000–2002
-31.22%Oct 2002
4mo 26d1y 25d
1y 5moMay 2002 - Nov 2003
2016 bear market2016
-30.67%Feb 2016
7mo 22d10mo
1y 5moJun 2015 - Dec 2016

Drawdown Indicators


VSCAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.77%

-9.10%

-48.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

Max Drawdown (3Y)

Largest decline over 3 years

-25.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

0.00%

-2.97%

+2.97%

Average Drawdown

Average peak-to-trough decline

-8.90%

-1.13%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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